-20.8%
WDAY vs PCG
-11.7%
-9.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.4% | -7.8% | -5.5% |
| 7D | -4.4% | -13.9% | +9.5% | -3.8% |
| 30D | +14.7% | -16.9% | +31.6% | +15.3% |
| 3M | +32.4% | -14.7% | +47.1% | +32.9% |
| 6M | +36.9% | -23.8% | +60.7% | +38.6% |
| YTD | -8.8% | -10.5% | +1.7% | -9.7% |
| 1Y | -15.3% | -5.1% | -10.2% | -16.9% |
| All | -20.8% | -11.7% | -9.1% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PCG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling